Financial hedging and optimal procurement policies under correlated price and demand
Year of publication: |
October 2017
|
---|---|
Authors: | Goel, Ankur ; Tanrisever, Fehmi |
Published in: |
Production and operations management : an international journal of the Production and Operations Management Society. - Hoboken, NJ : Wiley-Blackwell, ISSN 1059-1478, ZDB-ID 1108460-1. - Vol. 26.2017, 10, p. 1924-1945
|
Subject: | integrated risk management | financial hedging | inventory management | yield uncertainty | myopic optima | Theorie | Theory | Hedging | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Lagerhaltungsmodell | Inventory model |
-
Risk management through financial hedging in inventory systems with stochastic price processes
Canyakmaz, Caner, (2024)
-
Integrated commodity inventory management and financial hedging : a dynamic mean-variance analysis
Kouvelis, Panos, (2018)
-
Hedging demand and supply risks in the newsvendor model
Okyay, H. K., (2015)
- More ...
-
Integrated Options and Spot Procurement for Commodity Processors
Goel, Ankur, (2011)
-
Financial Hedging and Optimal Procurement Policies Under Correlated Price and Demand
Goel, Ankur, (2020)
-
Multiechelon procurement and distribution policies for traded commodities
Goel, Ankur, (2011)
- More ...